I mine Lux directly there.  They have a notice, but it is more for pools like P2Pool who have some special payment method. Some coins may have issue such as Monero and Electroneum. I think Monero is iffy, works with some pools, and Electroneum could be done if pool supports payment ID (most don't from me looking around). Most coins I mine directly to exchange anyway since it is easier than managing multiple wallets, especially for newer coins. There are multiwallets, but may not have new coin support. Electroneum I use the command line wallet out of necessity. Zec initially was Linux only wallet, so I was forced to use an exchange.